The value of value at risk: statistical, financial, and regulatory considerations summary of presentation.

Danielsson, Jon

; Jorgensen, Bjorn N.; and De Vries, Casper G. (1998) The value of value at risk: statistical, financial, and regulatory considerations summary of presentation. Economic Policy Review. pp. 107-108. ISSN 0147-6580

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Item Type	Article
Departments	Accounting Finance Financial Markets Group
Date Deposited	07 Aug 2013 14:24
URI	https://researchonline.lse.ac.uk/id/eprint/51443

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Danielsson, Jon
Jorgensen, Bjorn N.
De Vries, Casper G.

H Social Sciences (General)
HG Finance

http://www.lse.ac.uk/finance/people/faculty/Danielsson.aspx (Author)
http://www.newyorkfed.org/research/epr/98v04n3/9810dani.pdf (Publisher)

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